+26.5%
ECL vs SONY
+9.8%
+16.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -4.9% | +2.2% | -1.5% |
| 30D | -4.3% | -1.6% | -2.7% | -4.0% |
| 3M | +3.2% | +10.0% | -6.8% | +0.3% |
| 6M | -2.9% | +8.4% | -11.3% | -5.7% |
| YTD | +4.3% | -8.4% | +12.7% | +6.1% |
| 1Y | +1.6% | -18.4% | +20.0% | +6.5% |
| 3Y | +54.3% | +41.0% | +13.3% | +32.8% |
| 5Y | +26.5% | +9.3% | +17.2% | +17.1% |
| All | +26.5% | +9.8% | +16.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling